You have nice and slick Startup Disk Creator app by default in Ubuntu for creating bootable live USB drives easily. Now you can create a bootable live USB device in Windows also using UNetBootin. You can install UNetBootin in Ubuntu and other flavors of Linux too.

Bootable Live USB Drives Using UNetBootin[Windows, Linux]There are a number of applications for creating bootable USB drives in Windows. UNetBootin is perhaps the most popular of them. To make things sweeter, UNetBootin is open source and is licensed under GNU GPL. UNetBootin even has a Linux version as well.

"UNetbootin can create a bootable Live USB drive, or it can make a "frugal install" on your local hard disk if you don't have a USB drive. It loads distributions either by downloading a ISO (CD image) files for you, or by using an ISO file you've already downloaded."

The number of Linux flavors that UNetBootin can automatically download and install is quiet overwhelming. List include latest versions of Ubuntu, Fedora, Debian, Linux Mint, PCLinuxOS, Sabayon, openSUSE, Arch Linux, Mandriva, NetBSD and so on.